triangular-fx-arbitrage/pyproject.toml at main · mr-september/triangular-fx-arbitrage · GitHub

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[build-system]
requires = ["hatchling"]
build-backend = "hatchling.build"

[project]
name = "fxarb"
version = "0.1.0"
description = "Structural arbitrage on FX triplets using cointegration and mean-reversion"
readme = "README.md"
license = "MIT"
requires-python = ">=3.10"
authors = [
    { name = "Larry Cai (mr-september)" }
]
keywords = [
    "forex",
    "trading",
    "statistical-arbitrage",
    "cointegration",
    "mean-reversion",
    "quantitative-finance"
]
classifiers = [
    "Development Status :: 3 - Alpha",
    "Intended Audience :: Financial and Insurance Industry",
    "License :: OSI Approved :: MIT License",
    "Programming Language :: Python :: 3",
    "Programming Language :: Python :: 3.10",
    "Programming Language :: Python :: 3.11",
    "Programming Language :: Python :: 3.12",
    "Topic :: Office/Business :: Financial :: Investment",
]
dependencies = [
    "pandas>=2.0",
    "numpy>=1.24",
    "scipy>=1.11",
    "statsmodels>=0.14",
    "arch>=6.0",
    "hmmlearn>=0.3",
    "pykalman>=0.9",
    "matplotlib>=3.7",
    "seaborn>=0.12",
    "plotly>=5.18",
    "ipywidgets>=8.0",
    "tqdm>=4.65",
]

[project.optional-dependencies]
dev = [
    "pytest>=7.0",
    "pytest-cov>=4.0",
    "ruff>=0.1",
    "mypy>=1.0",
    "pandas-stubs>=2.0",
]
notebooks = [
    "jupyter>=1.0",
    "jupyterlab>=4.0",
    "nbformat>=5.0",
]

[project.urls]
Repository = "https://github.com/yourusername/triangular-fx-arbitrage"

[tool.hatch.build.targets.wheel]
packages = ["src/fxarb"]

[tool.ruff]
line-length = 100
target-version = "py310"

[tool.ruff.lint]
select = ["E", "F", "I", "UP", "B", "SIM"]
ignore = ["E501"]

[tool.mypy]
python_version = "3.10"
warn_return_any = true
warn_unused_ignores = true
disallow_untyped_defs = true

[tool.pytest.ini_options]
testpaths = ["tests"]
addopts = "-v --tb=short"